-40.5%
NCLH vs ROP
-16.4%
-24.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.6% |
| 7D | -4.6% | -6.1% | +1.5% | -0.5% |
| 30D | -19.9% | -3.4% | -16.6% | -18.3% |
| 3M | -22.0% | +16.7% | -38.7% | -30.9% |
| 6M | -28.3% | +8.1% | -36.4% | -33.2% |
| YTD | -33.5% | -11.7% | -21.8% | -26.9% |
| 1Y | -41.5% | -24.2% | -17.2% | -26.5% |
| 3Y | -8.9% | -19.0% | +10.1% | +6.1% |
| 5Y | -40.5% | -15.9% | -24.6% | -39.3% |
| All | -40.5% | -16.4% | -24.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling